-16.8%
FDS vs EFV
+30.7%
-47.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -1.9% | +1.5% | -3.4% | -1.6% |
| 30D | +9.0% | +1.7% | +7.3% | +9.5% |
| 3M | +18.9% | +8.6% | +10.2% | +21.5% |
| 6M | +35.1% | +11.7% | +23.5% | +36.7% |
| YTD | +5.5% | +19.3% | -13.8% | +1.5% |
| 1Y | -16.8% | +30.2% | -47.0% | -28.5% |
| All | -16.8% | +30.7% | -47.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling